Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
BB.Length.Bollinger.bands.to.Enter and BB.Number.of.SDs.to.Enter

BEST PARAMETERS
BB.Length.Bollinger.bands.to.Enter = 75
BB.Number.of.SDs.to.Enter = 3
Profit account= 171 (per day adjusted to desire% DD )
Activity = 5.46 (Cumulative number of entries in all pairs per week)
Desire DD = 10

\[\\[.0005in]\]

Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for BB.Length.Bollinger.bands.to.Enter = 75 and BB.Number.of.SDs.to.Enter = 3

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
150 17502.31 355.01 2514.29 2 188 157 -8.4 75 3 GBPUSD 8.380967 119.317978 35795.394 20883.402 58.824829 0.5295625 No
200 12923.25 353.42 3471.48 3 152 124 -11.6 75 3 USDCAD 11.571600 86.418473 25925.542 11168.075 31.600009 0.4300832 No
100 23456.52 354.08 14418.10 4 169 127 -48.1 75 3 EURUSD 48.060333 20.807180 6242.154 4880.640 13.784004 0.4772933 No
25 36714.82 357.02 26620.89 4 212 169 -88.7 75 3 AUDUSD 88.736300 11.269345 3380.804 4137.520 11.589042 0.5938043 No
175 31592.33 356.52 23227.97 4 216 184 -77.4 75 3 NZDUSD 77.426567 12.915464 3874.639 4080.296 11.444788 0.6058566 No
50 9796.53 360.99 7182.65 3 127 102 -23.9 75 3 EURGBP 23.942167 41.767314 12530.194 4091.747 11.334794 0.3518103 No
250 27535.77 361.51 21573.77 4 189 153 -71.9 75 3 USDJPY 71.912567 13.905775 4171.733 3829.062 10.591857 0.5228071 No
125 27890.71 360.90 36138.53 4 184 149 -120.5 75 3 GBPJPY 120.461767 8.301389 2490.417 2315.316 6.415396 0.5098365 No
75 34953.25 357.92 54227.62 5 179 144 -180.8 75 3 EURJPY 180.758733 5.532236 1659.671 1933.696 5.402594 0.5001118 No
275 25301.23 360.56 39025.04 4 197 168 -130.1 75 3 XAUUSD 130.083467 7.687372 2306.212 1945.000 5.394386 0.5463723 No
225 22746.28 360.46 37421.24 5 160 120 -124.7 75 3 USDCHF 124.737467 8.016837 2405.051 1823.532 5.058903 0.4438773 No

Results by pair

\[\\[.005in]\]

Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

\[\\[.005in]\]

Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

\[\\[.005in]\]
Default parameters
Parameter Value
3 Name.for.robot CloseBackBB
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 BB.Length.Bollinger.bands.to.Enter 45
10 BB.Number.of.SDs.to.Enter 2.5
11 BLAI.Timeframe 1 hour
12 BLAI.length 6
13 BLAISlow.Timeframe 1 hour
14 BLAISlow.length 60
15 BB.Exit.length 15
16 BB.Exit.number.of.SDs 1.5